+1,397.6%
MUU vs HST
+69.2%
+1,328.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.6% | +24.8% | +25.1% |
| 7D | -2.5% | -1.3% | -1.2% | +3.0% |
| 30D | -39.7% | +13.4% | -53.1% | -48.8% |
| 3M | -27.4% | +16.7% | -44.1% | -41.7% |
| 6M | -38.4% | +24.0% | -62.4% | -57.2% |
| YTD | +276.4% | +54.0% | +222.5% | +78.9% |
| 1Y | +390.7% | +55.0% | +335.7% | +129.7% |
| All | +1,397.6% | +69.2% | +1,328.5% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling